-10.4%
GMED vs VT
+65.7%
-76.1%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-09 to 2026-09-09.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.1% |
| 7D | -7.6% | -0.1% | -7.5% | -7.5% |
| 30D | -13.5% | -0.7% | -12.8% | -12.9% |
| 3M | -9.7% | +4.0% | -13.7% | -13.5% |
| 6M | -15.1% | +12.3% | -27.4% | -25.2% |
| YTD | -14.6% | +14.0% | -28.7% | -26.0% |
| 1Y | +26.1% | +20.3% | +5.8% | +3.6% |
| 3Y | +46.5% | +75.4% | -28.9% | -18.4% |
| 5Y | -10.4% | +66.0% | -76.4% | -46.4% |
| All | -10.4% | +65.7% | -76.1% | -46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 2021-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
2021-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling